Along with the economy development and the living standards enhancement unceasingly, the inflation also accompanies naturally lives. Generally speaking the temperate inflation has not the enormous influence to people's life and the national economy, but the serious inflation's occurrence can affect a country exchange rate level, disrupt the import and export order and financial order, simultaneously, will affect the people revenues and the living standard, will cause the national competitive power to drop. In view of this problem, it is necessary to construct the model to forecast the year in the future that will occur the serious inflation. This paper construct the predict model base on the grey fuzzy theory, the experimental simulation is shown that the results is accuracy and reliable.